+138.9%
GLD vs HCA
+66.8%
+72.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | +0.7% | -2.8% | +3.5% | +0.9% |
| 30D | +0.3% | -2.7% | +3.1% | +0.4% |
| 3M | +0.6% | +11.5% | -10.9% | +0.1% |
| 6M | -15.6% | -24.3% | +8.7% | -14.6% |
| YTD | +0.9% | -13.6% | +14.4% | +1.4% |
| 1Y | +19.4% | -3.2% | +22.6% | +19.3% |
| 3Y | +124.5% | +50.4% | +74.0% | +118.5% |
| 5Y | +138.9% | +64.8% | +74.2% | +126.9% |
| All | +138.9% | +66.8% | +72.2% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling